Add Gaussian n-d random functions.

* gaussian-nd-random.c, gaussian-nd-random.h: New files.

1 files changed, 19 insertions, 0 deletions

diff --git a/gaussian-nd-random.h b/gaussian-nd-random.h
new file mode 100644
index 0000000..951cb10
--- /dev/null
+++ b/gaussian-nd-random.h
@@ -0,0 +1,19 @@
+#ifndef GAUSSIAN_ND_RANDOM_H
+#define GAUSSIAN_ND_RANDOM_H
+
+#include <gsl/gsl_rng.h>
+#include <gsl/gsl_vector.h>
+#include <gsl/gsl_integration.h>
+
+double planar_angle_to_standard_deviation
+(double mean, double theta_max, double truncation, unsigned int dimension);
+
+unsigned int shifted_gaussian_random_vector
+(const gsl_rng* r, const gsl_vector* mean,
+ double theta_max, double truncation, gsl_vector* x);
+
+double shifted_gaussian_pdf
+(double theta, double mean, double theta_max,
+ double truncation, unsigned int dimension, gsl_integration_workspace* w);
+
+#endif